-12.3%
AMRZ vs WYNN
-32.5%
+20.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.9% | +2.4% |
| 7D | +10.3% | +15.4% | -5.1% | +3.5% |
| 30D | +18.7% | +6.8% | +11.9% | +15.0% |
| 3M | -14.6% | -15.4% | +0.7% | -8.6% |
| 6M | -12.9% | -20.0% | +7.1% | -4.7% |
| YTD | -17.4% | -31.0% | +13.7% | -5.9% |
| 1Y | -12.3% | -31.5% | +19.2% | -0.8% |
| All | -12.3% | -32.5% | +20.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling